Axioma launches multiasset-class risk tool

Risk solutions provider Axioma has launched the Multi-Asset Class Risk Monitor, a weekly report highlighting market and portfolio risk trends and how those impact multiasset-class portfolios, the company announced in a news release Tuesday.

The risk monitor includes portfolio risk analysis, as well as stress tests that will determine potential market disruption impacts, and provide recent multiasset-factor correlations and other data including Treasury curves and yield, spread and foreign-exchange histories.

The creation of the report is the result of the increased complexity in risk management as a result of the rapid rise of multiasset-class investing, said Ian Webster, Axioma’s chief operating officer, in the news release.

“With this in mind, we launched the MAC Risk Monitor to help portfolio managers stay abreast of the factors influencing their ability to drive performance while also managing to an acceptable level of risk,” Mr. Webster said.

The weekly report is available at Axioma’s website.